Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.614 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49308.95 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45247.41 Kr¶

PnL: ---------------------------------------> 191.41 Kr¶

DD now: ---------------------------------> -7.175 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 12:18:48.353738'

Anic Portfolio¶

Today¶

Return: -0.824 %¶

This Week¶

Return: 0.012 %¶

Total portfolio value¶

Return including deposits: 61.425 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.020000 1667.340000 198.340000 13.500000 1468.999998
Orrön Energy 180 -1.100000 2178.000000 135.000000 6.610000 2043.000000
Atrium Ljungberg B 5 0.500000 1000.000000 65.000000 6.950000 935.000000
Platzer Fastigheter Holding B 12 -1.650000 1003.200000 42.200000 4.390000 960.999996
Hoist Finance 35 0.170000 1018.500000 38.500000 3.930000 980.000000
Sagax B 4 -0.580000 892.000000 38.000000 4.450000 854.000000
Sagax A 4 -0.450000 892.000000 38.000000 4.450000 854.000000
Catena 2 -1.050000 830.000000 38.000000 4.800000 792.000000
Hexatronic Group 12 0.020000 1002.000000 35.000000 3.620000 966.999996
JM 6 -0.730000 895.800000 31.800000 3.680000 864.000000
Sedana Medical 93 -4.400000 2544.480000 23.480000 0.930000 2521.000011
OX2 13 1.770000 971.750000 21.750000 2.290000 949.999999
Bilia A 8 0.610000 921.600000 21.600000 2.400000 900.000000
Biotage 7 0.220000 959.700000 18.700000 1.990000 940.999997
HEXPOL B 9 0.180000 1029.600000 8.600000 0.840000 1020.999996
VEF 909 -2.760000 1856.180000 6.180000 0.330000 1850.000436
Gränges 9 -1.050000 932.400000 4.400000 0.470000 927.999999
BioGaia B 8 -1.850000 932.800000 2.800000 0.300000 930.000000
Byggmax Group 33 -1.630000 957.660000 1.660000 0.170000 956.000001
AcadeMedia 8 -1.280000 401.200000 -0.800000 -0.200000 402.000000
Clas Ohlson B 12 -1.400000 970.200000 -2.800000 -0.290000 972.999996
ASSA ABLOY B 3 -0.810000 773.400000 -5.600000 -0.720000 779.000001
EQT 4 -1.290000 825.600000 -6.400000 -0.770000 832.000000
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Nordic Waterproofing Holding 7 -0.880000 945.000000 -22.000000 -2.280000 966.999999
Alimak Group 11 -1.440000 905.300000 -22.700000 -2.450000 927.999996
SKF B 5 -0.650000 912.250000 -27.750000 -2.950000 940.000000
Addnode Group B 11 -1.040000 892.650000 -28.350000 -3.080000 921.000003
Indutrade 5 -0.500000 1184.000000 -34.000000 -2.790000 1218.000000
INVISIO 16 0.880000 3648.000000 -41.000000 -1.110000 3689.000000
Latour B 4 -0.830000 809.200000 -47.800000 -5.580000 857.000000
Vitec Software Group B 2 -2.550000 1032.000000 -55.000000 -5.060000 1087.000000
Bufab 3 -0.630000 1044.000000 -65.000000 -5.860000 1109.000001
Hexagon B 26 -2.010000 3364.400000 -96.600000 -2.790000 3461.000010
BHG Group 97 -1.690000 1358.000000 -101.000000 -6.920000 1458.999989
TOTAL 45247.410000 191.410000 -7.17503% 45056.000411

Updated:¶

'2023-07-05 12:19:05.460173'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶